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A multivariate IFR notion based on the multivariate dispersive ordering

✍ Scribed by José Pablo Arias-Nicolás; Félix Belzunce; Olga Núñez-Barrera; Alfonso Suárez-Llorens


Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
334 KB
Volume
25
Category
Article
ISSN
1524-1904

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✦ Synopsis


Abstract

In this paper we present a definition of multivariate increasing failure rate based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of increasing failure rate distributions under dispersive ordering of the residual lives. We study this definition in the Clayton–Oakes model and the family of generalized order statistics. Copyright © 2009 John Wiley & Sons, Ltd.


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